A Khasminskii type averaging principle for stochastic reaction-diffusion equations

2008/05/02 by Cerrai, Sandra · 2 citations
#37L40 #60H15 #70K65 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.0805.0294

Abstract

We prove that an averaging principle holds for a general class of stochastic reaction-diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a finite number of degrees of freedom can be extended to infinite dimensional systems.

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